ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )-0.17280.1644-0.16180.2541-0.41870.58050.9591
(p-val)(0.6256 )(0.2043 )(0.2635 )(0.4643 )(7e-04 )(0 )(0 )
Estimates ( 2 )00.1593-0.18550.0929-0.41130.5820.8861
(p-val)(NA )(0.2085 )(0.1443 )(0.4876 )(8e-04 )(0 )(0 )
Estimates ( 3 )00.154-0.17710-0.38680.60620.8834
(p-val)(NA )(0.2216 )(0.1638 )(NA )(7e-04 )(0 )(0 )
Estimates ( 4 )00-0.17290-0.38140.61180.8886
(p-val)(NA )(NA )(0.1854 )(NA )(0.001 )(0 )(0 )
Estimates ( 5 )0000-0.41710.57550.8891
(p-val)(NA )(NA )(NA )(NA )(4e-04 )(0 )(0 )
Estimates ( 6 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 7 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 8 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 9 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 10 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 11 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 12 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 13 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )


Estimated ARIMA Residuals
Value
0.104889891393792
0.180674861649874
0.0625412982620736
0.229344319506673
0.067149365579526
0.399127687355528
0.111009995949408
0.104051133768983
0.440802891965694
0.166380769796814
0.134868464232070
0.0663219753544407
0.0541443643674622
0.133730415955365
0.218738478850368
0.324696010044762
0.0216365266590260
-0.352553600884940
0.123220760088941
0.0605917385063498
-0.0131151484648826
0.227106171326250
0.0220075695512675
0.284691655373040
0.0432959807388899
-0.129281953734400
0.410572368163133
-0.00282826236895007
0.0212555540416457
-0.312479379999948
0.0908040661297742
0.049161682073031
-0.175726723097353
-0.0789727759164919
-0.0290942347943353
-0.218953570286871
0.0889252229519772
-0.0267453088352432
0.318120461032678
-0.0398202146672104
0.00650910284263342
-0.629752379154652
-0.00215642316659897
0.147504596434190
0.0701769383596802
-0.0845680475057078
0.0955168498995908
-0.0125416037691413
0.105742718773918
0.111602577294767
0.00274512344188408
0.214966832686103
-0.0196129307093784
0.642624712319505
-0.031433250542797
0.00593502479768674
-0.128224574604173
0.00920811582078398
0.192093326441061
0.0177141746329089
0.0506390011415458